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ACGL Arch Capital Group Ltd.

Financial Services

106.36 Close 10/30
Since 2024-12-02 +7.1%
Open
105.50
High
106.68
Low
105.13
Prev close
103.94
Volume
2.5M
Amplitude
1.49%
P/E
8.7
P/B
1.6
Revenue YoY (TTM)
-0.9%
52W 84.70 107.09

Is Arch Capital Group Ltd. a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Quality: Strong, Momentum: Good, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 8.7 21th percentile Fair
Price / book 1.58 51th percentile Pricey
Free-cash-flow yield (%) 15.51 89th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong FCF margin, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 19.04 81th percentile Top
Operating margin, TTM (%) 26.4 80th percentile Good
FCF margin, TTM (%) 29.82 86th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Diluted EPS growth, TTM YoY is Good, but Revenue growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) -0.93 33th percentile Average
Diluted EPS growth, TTM YoY (%) 14.41 64th percentile Good
Momentum Good 60-day return is Top; 240-day return is Good.
60-day return (%) 7.12 83th percentile Top
240-day return (%) 14.96 67th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 222,238,724 93th percentile Top
60-day annualized volatility (%) 19.14 20th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Arch Capital Group Ltd. (ACGL) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Arch Capital Group Ltd. to every stock like it

AI finds several complementary traits of Arch Capital Group Ltd. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Arch Capital Group Ltd.

Arch Capital Group Ltd. (ACGL) peers and tracking

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Arch Capital Group Ltd. (ACGL) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

EPS surprise beat

Active · now 15.58%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
39 historical occurrences (since 2015-02-10)

Average forward return after EPS surprise beat

20-day: Win 74.3%, Sample 35, Median +2%, Excess +1.73%, Beat mkt rate 62.9%

60-day: Win 74.3%, Sample 35, Median +4.16%, Excess +1.27%, Beat mkt rate 57.1%

120-day: Win 80%, Sample 35, Median +12.09%, Excess +4.35%, Beat mkt rate 48.6%

120 days after: historical avg +11.58%

20-day +2.53%
60-day +4%
120-day +11.58%
20-day
60-day
120-day
Win
74.3%
74.3%
80%
Sample
35
35
35
Median
+2%
+4.16%
+12.09%
Excess
+1.73%
+1.27%
+4.35%
Beat mkt rate
62.9%
57.1%
48.6%

Over 35 occurrences, 120-day forward avg gained 11.58%, beat the market by 4.35 pts; win rate 80%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 802+18.3% +16.9% 76.9% +6.8%
20-40 You are here362+28.7% +20.8% 95.9% +11.2%
40-60 134+35.8% +35.4% 100% +11.1%
60-80 132+29.7% +27.7% 100% +9.1%
80-100 0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 8.70, placing it in the 26.2 own-history percentile, inside the 20-40 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
+6.2%
Win rate 66.5% Excess -0.1%
782d
+16.8%
Win rate 91.3% Excess +7.3%
219d
+19.6%
Win rate 100% Excess +10.1%
76d
60-day momentum down
+14.1%
Win rate 82.5% Excess +4.8%
463d
Insufficient data
(10d)
Insufficient data
(0d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 782 historical days, 120-day forward avg gained 6.2%, win rate 66.5%, lagged the market by 0.1%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

27 times historically; 60-day forward avg -0.08%, win rate 59.3%, beating the market by -1.72 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

16 times historically; 60-day forward avg +6.17%, win rate 75%, beating the market by +3.49 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

13 times historically; 60-day forward avg +2.16%, win rate 61.5%, beating the market by -3.29 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.